COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 301,490: 54,131 67,884 87,679 144,080 132,506 285,889 288,069: 15,601 13,421
Old : 280,252: 54,626 67,222 82,540 128,410 117,533 265,576 267,296: 14,676 12,956
Other: 21,238: 2,608 3,766 2,036 15,669 14,972 20,313 20,773: 925 465
: : :
: : Changes in Commitments from: September 10, 2019 :
: 4,428: -1,750 -11,542 5,196 772 11,177 4,218 4,831: 209 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.5 29.1 47.8 44.0 94.8 95.5: 5.2 4.5
Old : 100.0: 19.5 24.0 29.5 45.8 41.9 94.8 95.4: 5.2 4.6
Other: 100.0: 12.3 17.7 9.6 73.8 70.5 95.6 97.8: 4.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 103 112 106 77 69 246 231:
Old : 309: 102 112 104 76 69 243 230:
Other: 65: 12 14 16 26 19 48 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 22.0 25.5 29.9 9.5 11.7 14.9 16.8
Old : 15.4 23.1 24.0 30.6 9.4 14.2 15.0 19.3
Other: 57.2 47.9 72.1 71.6 54.2 45.4 66.9 68.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 21,421: 1,863 7,257 3,679 13,232 8,891 18,773 19,826: 2,647 1,595
Old : 15,010: 1,769 7,246 1,490 9,830 5,022 13,089 13,757: 1,921 1,252
Other: 6,411: 513 430 1,770 3,401 3,869 5,685 6,069: 726 342
: : :
: : Changes in Commitments from: September 10, 2019 :
: 9: -110 -65 39 -22 -131 -93 -157: 102 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 33.9 17.2 61.8 41.5 87.6 92.6: 12.4 7.4
Old : 100.0: 11.8 48.3 9.9 65.5 33.5 87.2 91.7: 12.8 8.3
Other: 100.0: 8.0 6.7 27.6 53.1 60.3 88.7 94.7: 11.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 17 26 14 31 17 56 51:
Old : 77: 20 25 11 30 13 55 44:
Other: 46: 9 10 9 20 13 34 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 42.8 39.2 56.8 24.7 40.1 36.6 51.0
Old : 27.6 39.9 42.8 57.1 27.2 37.9 41.1 52.4
Other: 40.1 64.1 60.9 77.5 34.8 52.7 45.4 57.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 304,102: 57,433 65,713 68,834 164,900 160,080 291,167 294,627: 12,934 9,475
Old : 268,658: 58,081 67,159 63,206 135,829 129,785 257,117 260,150: 11,542 8,508
Other: 35,443: 3,732 2,935 1,247 29,071 30,294 34,051 34,476: 1,393 967
: : :
: : Changes in Commitments from: September 10, 2019 :
: -6,291: 3,530 -9,834 -2,503 -5,763 7,423 -4,736 -4,914: -1,555 -1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.6 22.6 54.2 52.6 95.7 96.9: 4.3 3.1
Old : 100.0: 21.6 25.0 23.5 50.6 48.3 95.7 96.8: 4.3 3.2
Other: 100.0: 10.5 8.3 3.5 82.0 85.5 96.1 97.3: 3.9 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 80 70 90 57 49 194 164:
Old : 225: 80 72 89 54 48 190 161:
Other: 63: 15 8 11 28 21 47 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 26.4 31.8 38.6 15.6 14.5 22.3 23.3
Old : 17.3 24.6 27.6 35.4 11.4 15.6 19.0 23.5
Other: 62.1 66.9 73.6 81.2 58.3 61.9 68.6 76.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 1,099,719: 174,742 375,743 237,418 593,640 412,461 1,005,800 1,025,622: 93,919 74,097
Old : 1,099,719: 174,742 375,743 237,418 593,640 412,461 1,005,800 1,025,622: 93,919 74,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -135,326: -3,691 13,609 -77,653 -53,857 -63,125 -135,201 -127,169: -126 -8,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 34.2 21.6 54.0 37.5 91.5 93.3: 8.5 6.7
Old : 100.0: 15.9 34.2 21.6 54.0 37.5 91.5 93.3: 8.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 79 80 95 100 88 235 217:
Old : 279: 79 80 95 100 88 235 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 15.7 18.7 28.0 8.8 14.6 15.0 24.2
Old : 10.5 15.7 18.7 28.0 8.8 14.6 15.0 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 304,078: 47,271 76,062 77,162 158,645 139,920 283,078 293,145: 21,000 10,934
Old : 281,527: 47,622 76,449 73,211 141,424 121,820 262,256 271,480: 19,271 10,046
Other: 22,551: 2,134 2,098 1,466 17,222 18,100 20,822 21,664: 1,730 887
: : :
: : Changes in Commitments from: September 10, 2019 :
: -18,263: -2,154 -13,130 -14,987 -2,663 8,699 -19,805 -19,417: 1,542 1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 25.0 25.4 52.2 46.0 93.1 96.4: 6.9 3.6
Old : 100.0: 16.9 27.2 26.0 50.2 43.3 93.2 96.4: 6.8 3.6
Other: 100.0: 9.5 9.3 6.5 76.4 80.3 92.3 96.1: 7.7 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 158 116 143 138 116 373 310:
Old : 437: 158 115 141 137 114 370 307:
Other: 115: 16 13 15 68 50 92 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 19.5 22.0 28.7 7.5 11.9 11.6 17.4
Old : 13.4 20.1 20.6 28.8 8.1 14.4 12.6 20.6
Other: 49.6 32.5 64.5 51.6 42.1 27.6 51.1 43.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 55,851: 49,627 7,852 945 1,472 45,435 52,044 54,232: 3,806 1,619
Old : 55,851: 49,627 7,852 945 1,472 45,435 52,044 54,232: 3,806 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -9,071: 143 -9,598 -551 -5,563 4,168 -5,972 -5,981: -3,099 -3,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 14.1 1.7 2.6 81.4 93.2 97.1: 6.8 2.9
Old : 100.0: 88.9 14.1 1.7 2.6 81.4 93.2 97.1: 6.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 62 19 8 4 6 68 31:
Old : 89: 62 19 8 4 6 68 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 86.7 67.6 91.9 50.6 85.9 66.4 90.9
Old : 50.6 86.7 67.6 91.9 50.6 85.9 66.4 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANOLA - ICE FUTURES U.S. Code-135731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 208,057: 8,166 105,338 28,433 170,743 72,224 207,342 205,995: 715 2,062
Old : 204,520: 8,160 107,446 26,147 169,523 69,062 203,830 202,655: 690 1,865
Other: 3,537: 2,269 155 23 1,220 3,162 3,512 3,340: 25 197
: : :
: : Changes in Commitments from: September 10, 2019 :
: 16,510: -1,905 -3,956 2,598 16,025 17,837 16,719 16,480: -209 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 50.6 13.7 82.1 34.7 99.7 99.0: 0.3 1.0
Old : 100.0: 4.0 52.5 12.8 82.9 33.8 99.7 99.1: 0.3 0.9
Other: 100.0: 64.2 4.4 0.7 34.5 89.4 99.3 94.4: 0.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 41 133 50 60 75 139 229:
Old : 279: 41 133 48 60 73 138 224:
Other: 25: 5 6 2 4 10 9 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 24.2 68.6 39.9 47.2 23.9 61.4 35.2
Old : 51.7 24.6 69.7 40.6 48.0 24.3 63.1 36.1
Other: 90.0 79.3 99.2 88.6 90.0 79.3 98.6 88.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 412,787: 61,942 26,868 2,566 333,451 370,482 397,959 399,916: 14,828 12,871
Old : 412,787: 61,942 26,868 2,566 333,451 370,482 397,959 399,916: 14,828 12,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 87,323: -3,742 2,695 1,463 83,346 76,319 81,067 80,477: 6,256 6,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.5 0.6 80.8 89.8 96.4 96.9: 3.6 3.1
Old : 100.0: 15.0 6.5 0.6 80.8 89.8 96.4 96.9: 3.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 33 20 8 82 74 118 99:
Old : 169: 33 20 8 82 74 118 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 37.6 43.1 54.3 22.2 27.1 30.5 40.4
Old : 30.6 37.6 43.1 54.3 22.2 27.1 30.5 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 1,546,537: 277,068 179,663 35,937 1,055,902 1,158,608 1,368,907 1,374,208: 177,630 172,329
Old : 1,546,537: 277,068 179,663 35,937 1,055,902 1,158,608 1,368,907 1,374,208: 177,630 172,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 342,774: -16,607 -4,664 11,166 199,348 184,673 193,907 191,175: 148,867 151,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.6 2.3 68.3 74.9 88.5 88.9: 11.5 11.1
Old : 100.0: 17.9 11.6 2.3 68.3 74.9 88.5 88.9: 11.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 111 68 53 188 140 321 240:
Old : 412: 111 68 53 188 140 321 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 32.3 26.8 47.3 15.4 26.5 22.0 39.5
Old : 18.1 32.3 26.8 47.3 15.4 26.5 22.0 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019